\name{GVECfit}
\alias{GVECfit}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{Estimation of GVEC.
}
\description{
This function estimates by OLS the GVEC model determined by a list of delta polynomials and the autoregressive order p. The structure of the model is according to proposition 3.}
\usage{
GVECfit(y, deltas, p, s, d = list())
}
%- maybe also 'usage' for other objects documented here.
\arguments{
  \item{y}{
A multivariate time series to which fit the model.
}
  \item{deltas}{
List of polynomials that corresponds to the lowercase deltas of proposition 3.
}
  \item{p}{
Autoregressive order, that is, the maximum degree of the entries of Gamma.
}
  \item{s}{
Seasonality: number of observations per year. If nonseasonal, s=1.}
  \item{d}{
List of deterministic effects: "i" for intercept, "t" for linear trend.}
}
\details{
More information in the article.}
\value{
A list with the following: 
\item{estcoef}{estimated coefficients of the GVEC.}
\item{covcoef}{Not yet implemented.}
\item{res}{Residuals.}
\item{rescov}{Residual covariance matrix.}
\item{determ}{deterministic terms of the GVEC.}
\item{list.Delta}{difference operators of the GVEC. These are the Delta_jkl operators in proposition 3.}
}
\references{
Arbues, Ledo (2013).}
\author{
Ignacio Arbu�s.}
\note{
%%  ~~further notes~~
}

%% ~Make other sections like Warning with \section{Warning }{....} ~

\seealso{
%% ~~objects to See Also as \code{\link{help}}, ~~~
}
\examples{
xmat<-apply(matrix(rnorm(2*n),nrow=n),2,cumsum)
x<-ts(data=xmat,frequency=4,start=c(1,1))
delta1<-polynomial(coef=c(1))
deltas<-list(delta1)
model<-GVECfit(x,deltas,p=1,s=1,d=list())
}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ ~kwd1 }
\keyword{ ~kwd2 }% __ONLY ONE__ keyword per line
